C++ Market Data Developer, BMLL Technologies

• Experience of working with market data protocols such as ITCH, EOBI, iMpact, Optiq, GTP (Group Ticker Plant)
• Industry experience of writing production-level C++ and delivering functioning, well-tested systems
• Industry experience of developing in Python
• Industry experience of developing on a Linux platform with git
• Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
• Strong problem solving skills
• Strong communication skills
• Computer science or other STEM degree

• The role we are hiring for is to take care of a number of exchange protocol changes that affect the parsers/feed handlers that we run in production, to support the team with bug fixes to existing parsers, and continue a process of migrating those parsers/feed handlers from Python to C++
• When we do this, we maintain the integrity of the data by rigorously comparing the Python output with the C++ output with both unit tests and by running tools to compare entire days of output
• The Python parser and the data will be provided. We have already converted a number of parsers, and there is a pattern to follow
• Handling exchange protocol upgrades
• Fixing bugs in existing C++ parsers as they arise
• Migration of Python data parsers into C++ to improve performance, precisely maintaining existing functionality
• Development of Google Test unit tests for the new C++ code, in existing framework
• Comparison of the C++ / Python output using existing tools

Total funding: $80.1m

BMLL Technologies is a leading data and analytics company specialising in Level 3 data for capital market participants. Its clientele includes banks and brokers who leverage BMLL's order book data and analytics to gain predictive insights.